Please use this identifier to cite or link to this item:
https://dipositint.ub.edu/dspace/handle/2445/152104| Title: | Estimation of densities and applications |
| Author: | Caballero, M. E. (María Emilia) Fernández, Begoña Nualart, David, 1951- |
| Keywords: | Equacions diferencials estocàstiques Càlcul de Malliavin Universitat de Barcelona. Institut de Matemàtica |
| Issue Date: | 1996 |
| Publisher: | Universitat de Barcelona |
| Series/Report no: | Mathematics Preprint Series; 222 |
| Abstract: | In this paper we show some estimates for the density of a random variable on the Wiener space that satisfies a nondegeneracy condition using the stochastic calculus of variations. The case of a diffusion process is considered, and an application to the solution of a stochastic partial differential equation is discussed. |
| Note: | Preprint enviat per a la seva publicació en una revista científica: Theoretical Probability, 1998, vol. 11, pp. 831–851. [https://doi.org/10.1023/A:1022614917458] |
| Note: | Reproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 37.17] |
| URI: | https://hdl.handle.net/2445/152104 |
| Appears in Collections: | Preprints de Matemàtiques - Mathematics Preprint Series |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| MPS_N222.pdf | 903.8 kB | Adobe PDF | View/Open |
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